Cutting Planes for Integer Programs with General Integer Variables

Sebastian Ceria, Cecile Cordier, Hugues Marchand and Laurence Wolsey ()
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Sebastian Ceria: Graduate School of Business, Columbia University, New York
Cecile Cordier: Graduate School of Business, Columbia University, New York
Hugues Marchand: CORE and FSA, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium
Laurence Wolsey: CORE and FSA, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1995075, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: We investigate the use of cutting planes for integer programs with general integer variables. We show how cutting planes arising from knapsack inequalities can be generated and lifted as in the case of 0-1 variables. We also explore the use of Gomory's mixed integer cuts. We address both theoretical and computational issues and show how to embed these cutting planes in a branch-and-bound framework. We compare results obtained by using our cut generation routines in two existing systems with a commercially available branch-and-bound code on a range of test problems arising from practical applications

Date: 1995-12-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1995075

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